8.70Open7.75Pre Close1 Volume30 Open Interest165.00Strike Price870.00Turnover34.65%IV1.64%PremiumOct 18, 2024Expiry Date5.89Intrinsic Value100Multiplier23DDays to Expiry2.81Extrinsic Value100Contract SizeAmericanOptions Type0.6833Delta0.0236Gamma17.71Leverage Ratio-0.1286Theta0.0695Rho12.10Eff Leverage0.1550Vega